+427.1%
CVX vs MSCI
+3,095.4%
-2,668.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.6% |
| 7D | -9.7% | +2.8% | -12.6% | -10.7% |
| 30D | +3.6% | +15.4% | -11.8% | -1.4% |
| 3M | +13.3% | +13.4% | -0.1% | +8.3% |
| 6M | +16.9% | +10.9% | +6.0% | +11.6% |
| YTD | +43.4% | +13.0% | +30.4% | +35.0% |
| 1Y | +44.5% | +12.0% | +32.5% | +36.4% |
| 3Y | +64.0% | +34.1% | +29.9% | +41.3% |
| 5Y | +126.4% | +3.9% | +122.5% | +105.3% |
| 10Y | +209.4% | +802.0% | -592.6% | +25.5% |
| All | +427.1% | +3,095.4% | -2,668.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling